Techniques for Verifying the Accuracy of Risk Measurement Models

DOI10.3905/JOD.1995.407942MaRDI QIDQ7372374FDO

Authors Paul H. Kupiec

Publication date 30 November 1995

Published in The Journal of Derivatives (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3905/JOD.1995.407942

Cited in

(2)

• RCtest
• ExactVaRTest

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